<p>
    Our algorithm yielded a Sharpe ratio of 0.898 over a five year period, while holding SPY over the same period
    yielded a Sharpe ratio of 0.667. However it should be noted, due to the fact the algorithm had to wait periods
    of time before our optimal entry and liquidation levels were reached, our algorithm only made twelve trades over the
    entire backtest duration. To increase the number of trades, we can add additional pairs, such as GLD-GDX. We encourage
    our users to clone this algorithm and and to experiment with different ideas for pairs and to play with the parameters
    of the algorithm.
</p>